Minimum distance index for bss, generalization, interpretation and asymptotics

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dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorLietzén, Nikoen_US
dc.contributor.authorVirta, Jonien_US
dc.contributor.authorNordhausen, Klausen_US
dc.contributor.authorIlmonen, Pauliinaen_US
dc.contributor.departmentDepartment of Mathematics and Systems Analysisen
dc.contributor.groupauthorMathematical Statistics and Data Scienceen
dc.contributor.organizationVienna University of Technologyen_US
dc.date.accessioned2020-04-28T06:35:05Z
dc.date.available2020-04-28T06:35:05Z
dc.date.issued2020-04-14en_US
dc.description.abstractWe consider complex valued linear blind source separation, where the signal dimension might be smaller than the dimension of the observable data vector. In order to measure the success of the signal separation, we propose an extension of the minimum distance index and establish its properties. Interpretations for the index are derived through connections to signal-to-noise ratios and correlations. The interpretations are novel also for the real valued original case. In addition, we consider the asymptotic behavior of the extended minimum distance index. This paper is an invited extended version of the paper presented at the CDAM 2019 conference.en
dc.description.versionPeer revieweden
dc.format.extent12
dc.format.mimetypeapplication/pdfen_US
dc.identifier.citationLietzén, N, Virta, J, Nordhausen, K & Ilmonen, P 2020, 'Minimum distance index for bss, generalization, interpretation and asymptotics', Austrian Journal of Statistics, vol. 49, no. 4, pp. 57-68. https://doi.org/10.17713/ajs.v49i4.1130en
dc.identifier.doi10.17713/ajs.v49i4.1130en_US
dc.identifier.issn1026-597X
dc.identifier.otherPURE UUID: 43e109a8-6265-401b-bf1b-66caaffdb258en_US
dc.identifier.otherPURE ITEMURL: https://research.aalto.fi/en/publications/43e109a8-6265-401b-bf1b-66caaffdb258en_US
dc.identifier.otherPURE FILEURL: https://research.aalto.fi/files/42549733/Lietzen_Minimum.1130_Article_Text_4287_1_10_20200404.pdf
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/43853
dc.identifier.urnURN:NBN:fi:aalto-202004282864
dc.language.isoenen
dc.publisherAustrian Statistical Society
dc.relation.fundinginfoAcknowledgements: The work of N. Lietzén was supported by the Emil Aaltonen Foundation Grant 190135 N. The research of J. Virta was supported by the Academy of Finland Grant 321883. The work of K. Nordhausen was supported by the Austrian Science Fund (FWF) Grant number P31881-N32. The authors would like to thank Katariina Kilpinen for providing the photographs to the example in Section 4. We would like to thank the anonymous referee for insightful comments, which helped to improve the paper.
dc.relation.ispartofseriesAustrian Journal of Statisticsen
dc.relation.ispartofseriesVolume 49, issue 4, pp. 57-68en
dc.rightsopenAccessen
dc.subject.keywordAsymptotic propertiesen_US
dc.subject.keywordBlind source separationen_US
dc.subject.keywordPerformance indicesen_US
dc.titleMinimum distance index for bss, generalization, interpretation and asymptoticsen
dc.typeA1 Alkuperäisartikkeli tieteellisessä aikakauslehdessäfi
dc.type.versionpublishedVersion

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